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	param	t-stat
$ω$	17.6445	10.20
$α$	0.0735	21.61
$β$	0.9491	180.33
$ν$	4.0512	8.56

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ICE BofAML U.S. Bond Market Option Volatility Estimate Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:85.89% (+4.08%)

Date Range:

Parameter Estimates

Other ICE BofAML U.S. Bond Market Option Volatility Estimate Index Analyses